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A note on Shiu--Fisher--Weil immunization theorem

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Author Info
Montrucchio, Luigi
Peccati, Lorenzo

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Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

Volume (Year): 10 (1991)
Issue (Month): 2 (July)
Pages: 125-131
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Handle: RePEc:eee:insuma:v:10:y:1991:i:2:p:125-131

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Web page: http://www.elsevier.com/locate/inca/505554

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  2. Luigi Montrucchio & Luisa Tibiletti, 1993. "Risk aversion in the small and Jensen inequalities," Decisions in Economics and Finance, Springer, vol. 16(2), pages 21-37, September. [Downloadable!] (restricted)
  3. Alejandro Balbas & Esperanza H. Montagut & Maria Jose Perez Fructuoso, 2004. "Hedging bond portfolios versus infinitely many ranked factors of risk," Business Economics Working Papers wb043312, Universidad Carlos III, Departamento de Economía de la Empresa. [Downloadable!]
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